Lightly grease 2 baking sheets. Heat oven to 375 degrees F (190 degrees C).
Combine caramel pieces and flour. Add apples, caramel topping and lemon juice; mix well.
Place dough for one roll on lightly floured surface; roll into 4-inch circle. Spoon about 2 tablespoons apple mixture onto lower half; brush edges with milk. Fold dough in half; crimp edges with fork. Repeat with remaining dough. Brush each empanada with butter; sprinkle with cinnamon sugar. Place on prepared baking sheets.
Bake empanadas for 15 minutes or until golden brown; serve warm with vanilla ice cream and caramel sauce.